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GraniteShares ETF Trust GraniteShares 2x Long AMD Daily ETF AMDL

i

Market dataready · fetched 2026-11-10T22:17:38.036Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:16:53.91760786Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:17:37.323919+00:00

Share price$49.11
1D+8.7%
AH$44$47$49$52$545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMDL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long AMD Daily ETF options

Live interpolated AMDL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long AMD Daily ETF$0.51$2.77$5.04$7.31$9.58$36.14$42.18$48.22$54.25$60.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMDL spot · $49.11AMDL PRICE$0.75$1.02$1.31$1.64$2.01$2.41$2.74$3.35$3.71$4.21$4.91$5.67$6.52$1.09$1.39$1.77$2.14$2.55$3.03$3.58$4.14$4.74$5.60$6.45$7.59$8.93
PutsExpensive1.29×
CallsCheap0.85×
SkewBearish+13.24 pp
Implied moveBearish±$6.32
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.16161.8%15.9%42.84203.0%15.0%
25Δ54.94164.4%13.9%44.37191.3%12.5%
30Δ53.80166.7%12.2%45.55190.0%10.8%
35Δ52.74169.0%10.7%46.70185.1%9.3%
40Δ51.73171.8%9.4%47.76182.3%8.0%
45Δ50.76174.9%8.3%48.77181.3%6.9%
50Δ49.71169.5%6.8%49.79180.9%5.9%
55Δ48.78179.5%6.1%50.81179.1%5.0%
60Δ47.81171.4%4.9%51.82176.4%4.1%
65Δ46.86169.7%4.0%53.01179.6%3.5%
70Δ45.81172.9%3.3%54.19178.7%2.8%
75Δ44.71174.4%2.6%55.61181.1%2.2%
80Δ43.55174.4%1.9%57.22183.6%1.7%

20Δ

Calls
Pseudo strike
56.16
IV
161.8%
B/E move
15.9%
Puts
Pseudo strike
42.84
IV
203.0%
B/E move
15.0%

25Δ

Calls
Pseudo strike
54.94
IV
164.4%
B/E move
13.9%
Puts
Pseudo strike
44.37
IV
191.3%
B/E move
12.5%

30Δ

Calls
Pseudo strike
53.80
IV
166.7%
B/E move
12.2%
Puts
Pseudo strike
45.55
IV
190.0%
B/E move
10.8%

35Δ

Calls
Pseudo strike
52.74
IV
169.0%
B/E move
10.7%
Puts
Pseudo strike
46.70
IV
185.1%
B/E move
9.3%

40Δ

Calls
Pseudo strike
51.73
IV
171.8%
B/E move
9.4%
Puts
Pseudo strike
47.76
IV
182.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
50.76
IV
174.9%
B/E move
8.3%
Puts
Pseudo strike
48.77
IV
181.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
49.71
IV
169.5%
B/E move
6.8%
Puts
Pseudo strike
49.79
IV
180.9%
B/E move
5.9%

55Δ

Calls
Pseudo strike
48.78
IV
179.5%
B/E move
6.1%
Puts
Pseudo strike
50.81
IV
179.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
47.81
IV
171.4%
B/E move
4.9%
Puts
Pseudo strike
51.82
IV
176.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
46.86
IV
169.7%
B/E move
4.0%
Puts
Pseudo strike
53.01
IV
179.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
45.81
IV
172.9%
B/E move
3.3%
Puts
Pseudo strike
54.19
IV
178.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
44.71
IV
174.4%
B/E move
2.6%
Puts
Pseudo strike
55.61
IV
181.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
43.55
IV
174.4%
B/E move
1.9%
Puts
Pseudo strike
57.22
IV
183.6%
B/E move
1.7%

Options history

IV · four-Friday blend142.85%
Daily close
AMDL82.8%115.0%147.3%2026-08-12: 111.96%2026-08-13: 110.63%2026-08-14: 111.44%2026-08-17: 111.20%2026-08-18: 111.59%2026-08-19: 111.01%2026-08-20: 110.39%2026-08-21: 101.81%2026-08-24: 111.03%2026-08-25: 110.69%2026-08-26: 117.97%2026-08-27: 107.29%2026-08-28: 90.63%2026-08-31: 96.24%2026-09-01: 96.56%2026-09-02: 98.00%2026-09-03: 94.51%2026-09-04: 94.81%2026-09-08: 108.03%2026-09-09: 103.40%2026-09-10: 105.49%2026-09-11: 94.09%2026-09-14: 103.30%2026-09-15: 105.62%2026-09-16: 106.69%2026-09-17: 103.75%2026-09-18: 97.85%2026-09-21: 116.39%2026-09-22: 109.13%2026-09-23: 103.88%2026-09-24: 103.61%2026-09-25: 99.92%2026-09-28: 103.23%2026-09-29: 101.15%2026-09-30: 102.05%2026-10-01: 99.12%2026-10-02: 87.24%2026-10-05: 88.74%2026-10-06: 90.04%2026-10-07: 94.34%2026-10-08: 98.25%2026-10-09: 91.60%2026-10-12: 94.99%2026-10-13: 105.89%2026-10-14: 115.19%2026-10-15: 118.13%2026-10-16: 115.79%2026-10-19: 118.65%2026-10-20: 123.05%2026-10-21: 128.16%2026-10-22: 137.06%2026-10-23: 123.39%2026-10-26: 132.50%2026-10-27: 134.59%2026-10-28: 136.21%2026-10-29: 139.85%2026-10-30: 142.85%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
111.96%
110.63%
111.44%
111.20%
111.59%
111.01%
110.39%
101.81%
111.03%
110.69%
117.97%
107.29%
90.63%
96.24%
96.56%
98.00%
94.51%
94.81%
108.03%
103.40%
105.49%
94.09%
103.30%
105.62%
106.69%
103.75%
97.85%
116.39%
109.13%
103.88%
103.61%
99.92%
103.23%
101.15%
102.05%
99.12%
87.24%
88.74%
90.04%
94.34%
98.25%
91.60%
94.99%
105.89%
115.19%
118.13%
115.79%
118.65%
123.05%
128.16%
137.06%
123.39%
132.50%
134.59%
136.21%
139.85%
142.85%